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  • 标题:On Optimal Lag 1 Dependence Estimation for Dynamic Binary Models with Application to Asthma Data
  • 本地全文:下载
  • 作者:Brajendra C. Sutradhar ; Memorial University of Newfoundland ; Canada Patrick J. Farrell Carleton University, Canada
  • 期刊名称:Sankhya. Series A, mathematical statistics and probability
  • 印刷版ISSN:0976-836X
  • 电子版ISSN:0976-8378
  • 出版年度:2007
  • 卷号:69
  • 期号:03
  • 出版社:Indian Statistical Institute
  • 摘要:In some longitudinal studies for binary data, the expectation of the binary response variable of an individual at a given point of time may depend on the covariate history up to the present time. In the same token, the variance at a given point of time and the correlation of the two responses at two given time points may also depend on the history of the time dependent covariates of the individual. In this paper, we exploit a dynamic logistic model to analyse such history based binary data. A moment based generalized quasilikelihood (GQL) approach is considered for optimal estimation for the effects of the covariates as well as dynamic dependence. The estimation approach is applied to re-analyse a longitudinal binary data on asthma status.
  • 关键词:Consistency and efficiency, lagged dependence, nonstationary correlations, regression effects, repeated binary responses.
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